The following pages link to Albert Ferreiro-Castilla (Q553090):
Displaying 6 items.
- Lévy area for Gaussian processes: a double Wiener-Itô integral approach (Q553091) (← links)
- The \(\beta\)-Meixner model (Q765298) (← links)
- Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities (Q2428531) (← links)
- On the density of log-spot in the Heston volatility model (Q2638360) (← links)
- An Euler–Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
- Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals (Q5252241) (← links)